Related papers: Ergodic transitions in continuous-time random walk…
In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…
Dynamic systems characterized by diversified evolutions are not only more flexible, but also more resilient to attacks, failures and changing conditions. This article addresses the quantification of the diversity of non-linear transient…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
The dynamics of the survival probability of quantum walkers on a one-dimensional lattice with random distribution of absorbing immobile traps are investigated. The survival probability of quantum walkers is compared with that of classical…
We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
Transport in disordered media is a central theme in probability and statistical physics, where randomness in the underlying medium produces phenomena such as localization, anomalous scaling, and slow relaxation. A paradigmatic model for…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
We consider multidimensional discrete valued random walks with nonzero drift killed when leaving general cones of the euclidian space. We find the asymptotics for the exit time from the cone and study weak convergence of the process…
We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.
We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $\kappa>0$ that determines the fluctuations of the process.…
Recently, random walks on dynamic graphs have been studied because of their adaptivity to the time-varying structure of real-world networks. In general, there is a tremendous gap between static and dynamic graph settings for the lazy simple…
A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…
We study how an evanescence process affects the number of distinct sites visited by a continuous time random walker in one dimension. We distinguish two very different cases, namely, when evanescence can only occur concurrently with a jump,…
We investigate the ergodic properties of Brownian motion in heterogeneous media through the statistics of occupation times. Using the Feynman-Kac formalism, we derive analytical expressions for the distributions, moments, and ergodicity…
We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…
We obtain a description of the Poincar\'e recurrences of chaotic systems in terms of the ergodic theory of transient chaos. It is based on the equivalence between the recurrence time distribution and an escape time distribution obtained by…
We prove a general result that if a Metropolis--Hastings algorithm has a proposal that is not geometrically ergodic and the acceptance rate approaches unity at a suitable rate as the state variable becomes large, then the Metropolised chain…